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I don't feel qualified to write such a PEP.  You guys are 
more on top of this than I am.  Maybe there's no portable 
way to do asynchronous exceptions between threads.  I don't 
know what happens if you hit ctrl-C when running a multi-
threaded Linux program.  I don't think ctrl-C even works in 
Windows--all you can really do is bring up the task manager 
and blow away the whole process.  But I think asynchronous 
exceptions are worth having even if they're OS specific and 
only work on some systems.

As for how a thread can exit the whole program, I thought 
Guido's first message (saying raise some asynchronous 
exception in all the threads) sounded fine, if it's 
feasible.